The United States, and more broadly, the West, is prone to be surprised. We are surprised by China’s pursuit of hegemony through economic and military means; by Russia’s engaging in the largest conventional war in Europe since 1945; by the United Kingdom leaving the European Union. We think that economic sanctions will fundamentally alter the calculus of our enemies—even deter a potential attack—and we are puzzled when they do not. The recent streak of surprises is not a fluke of history, an unlucky combination of events. This article contends that our surprise is due to a series of illusions that characterize our foreign policy vision. These illusions stem from a mistaken series of assumptions about the causes of political order and about the drivers of political behavior.